# Moment Condition Based Estimation of Linear Dynamic Panel Data Models

## Documentation for package ‘pdynmc’ version 0.9.12

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

ABdata | Employment, wages, capital, and output for companies based in the UK
case.names.pdynmc | Case and Variable Names of Fitted Model.
cigDemand | Cigarette consumption in the US
coef.pdynmc | Extract Coefficient Estimates of Fitted Model.
data.info | Show Basic Structure of Panel Dataset.
dummy.coef.pdynmc | Extract Coefficient Estimates of Time Dummies of Fitted Model.
FDLS | First Difference Least Squares (FDLS) Estimator of Han and Phillips (2010).
fitted.pdynmc | Extract Fitted Values of Fitted Model.
jtest.fct | Hansen J-Test.
model.matrix.pdynmc | Extract Instrument Matrix of Fitted Model.
mtest.fct | Arellano and Bond Serial Correlation Test.
ninst | Extract Instrument Count of Fitted Model.
ninst.pdynmc | Extract Instrument Count of Fitted Model.
NLIV | Nonlinear Instrumental Variables Estimator - T-Version (NLIV).
NLIV.alt | Nonlinear Instrumental Variables Estimator - t-Version (NLIV.alt).
nobs.pdynmc | Extract Number of Observations of Fitted Model.
optimIn | Extract Input Parameters of Numeric Optimization of Fitted Model.
optimIn.pdynmc | Extract Input Parameters of Numeric Optimization of Fitted Model.
package-pdynmc | pdynmc: A package for moment conditions based estimation of linear dynamic panel data models
pDensTime.plot | Plot Empirical Density of a Column of a Panel Dataset over Time.
pdynmc | Generalized Method of Moments (GMM) Estimation of Linear Dynamic Panel Data Models.
plot.pdynmc | Plot Coefficient Estimates and Corresponding Ranges of Fitted Model.
print.pdynmc | Print Fitted Model Object.
print.summary.pdynmc | Print Summary of Fitted Model Object.
residuals.pdynmc | Extract Residuals of Fitted Model.
sargan.fct | Sargan test.
strucUPD.plot | Plot on Structure of Unbalanced Panel Dataset.
summary.pdynmc | Summary for Fitted Model Object.
variable.names.pdynmc | Extract Names of Explanatory Variables of Fitted Model.
vcov.pdynmc | Extract Variance Covariance Matrix of Fitted Model.
wald.fct | Wald Test.
wmat | Extract Weighting Matrix of Fitted Model.
wmat.pdynmc | Extract Weighting Matrix of Fitted Model.